NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 38.97 37.39 -1.58 -4.1% 40.92
High 39.01 37.76 -1.25 -3.2% 41.90
Low 36.97 34.92 -2.05 -5.5% 39.57
Close 37.39 36.17 -1.22 -3.3% 39.85
Range 2.04 2.84 0.80 39.2% 2.33
ATR 1.56 1.65 0.09 5.9% 0.00
Volume 489,954 568,816 78,862 16.1% 1,618,544
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.80 43.33 37.73
R3 41.96 40.49 36.95
R2 39.12 39.12 36.69
R1 37.65 37.65 36.43 36.97
PP 36.28 36.28 36.28 35.94
S1 34.81 34.81 35.91 34.13
S2 33.44 33.44 35.65
S3 30.60 31.97 35.39
S4 27.76 29.13 34.61
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.43 45.97 41.13
R3 45.10 43.64 40.49
R2 42.77 42.77 40.28
R1 41.31 41.31 40.06 40.88
PP 40.44 40.44 40.44 40.22
S1 38.98 38.98 39.64 38.55
S2 38.11 38.11 39.42
S3 35.78 36.65 39.21
S4 33.45 34.32 38.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.92 34.92 6.00 16.6% 1.80 5.0% 21% False True 405,484
10 41.90 34.92 6.98 19.3% 1.52 4.2% 18% False True 363,357
20 41.90 34.92 6.98 19.3% 1.56 4.3% 18% False True 290,346
40 42.56 34.92 7.64 21.1% 1.62 4.5% 16% False True 210,262
60 44.33 34.92 9.41 26.0% 1.41 3.9% 13% False True 167,756
80 44.33 34.92 9.41 26.0% 1.37 3.8% 13% False True 144,319
100 44.33 34.92 9.41 26.0% 1.45 4.0% 13% False True 130,469
120 44.33 29.68 14.65 40.5% 1.51 4.2% 44% False False 121,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 49.83
2.618 45.20
1.618 42.36
1.000 40.60
0.618 39.52
HIGH 37.76
0.618 36.68
0.500 36.34
0.382 36.00
LOW 34.92
0.618 33.16
1.000 32.08
1.618 30.32
2.618 27.48
4.250 22.85
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 36.34 37.38
PP 36.28 36.97
S1 36.23 36.57

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These figures are updated between 7pm and 10pm EST after a trading day.

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